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Panel模型中的精确检验和置信区间 被引量:4

Exact tests and confidence intervals in panel models
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摘要 利用广义p-值和广义置信区间的概念,研究了Panel模型中未知参数的检验和置信区间问题.对于回归系数,分别考虑了单个情形和多个线性无关情形下的检验和置信区间问题,得到了精确检验和置信区间.对于方差分量,研究了其任意线性组合的检验和置信区间问题,建立了精确检验和置信区间.基于广义p-值和广义置信区间,获取精确检验和置信区间的方法具有计算方便、易应用于小样本问题的特点.最后,分别从理论和数值上研究了这些精确检验和置信区间的统计性质. Using the concepts of generalized p-value and generalized confidence interval,the testing and confidence interval problems of unknown parameters in Panel model are studied.For the regression coefficients,the testing and confidence interval problems under single and many linearly independent situations are considered,and exact tests and confidence intervals are obtained.For the variance components,the testing and confidence interval problems of its arbitrary linear combination are discussed and exact tests a...
出处 《高校应用数学学报(A辑)》 CSCD 北大核心 2008年第4期415-426,共12页 Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金 国家自然科学基金数学天元青年基金(10726045) 北京市属市管高等学校人才强教计划资助项目
关键词 广义P-值 广义置信区间 回归系数 方差分量 generalized p-value generalized confidence interval regression coefficient variance component
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参考文献13

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